+25.3%
GPN vs SPY
+322.5%
-297.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.1% | -1.4% |
| 7D | -4.6% | -0.8% | -3.8% | -3.7% |
| 30D | -0.3% | -1.1% | +0.8% | +1.1% |
| 3M | +35.4% | +3.9% | +31.6% | +28.8% |
| 6M | +21.7% | +13.6% | +8.1% | +3.4% |
| YTD | +14.9% | +12.7% | +2.2% | -1.2% |
| 1Y | +3.2% | +17.5% | -14.3% | -16.0% |
| 3Y | -27.1% | +76.9% | -104.0% | -64.8% |
| 5Y | -44.4% | +83.6% | -127.9% | -74.3% |
| All | +25.3% | +322.5% | -297.1% | -79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling